Icef-scalc-2022-fall — различия между версиями
Материал из Wiki - Факультет компьютерных наук
Bdemeshev (обсуждение | вклад) |
Bdemeshev (обсуждение | вклад) |
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[https://github.com/bdemeshev/icef_stocalc_2022_fall/tree/main/lecture_notes all handwritten notes] | [https://github.com/bdemeshev/icef_stocalc_2022_fall/tree/main/lecture_notes all handwritten notes] | ||
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| + | [https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/ha/ha.pdf Home assignments] | ||
Week 1. Sigma algebras, conditional expected value | Week 1. Sigma algebras, conditional expected value | ||
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Week 4. Stochastic integral. | Week 4. Stochastic integral. | ||
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| + | Week 5. | ||
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| + | Week 6. | ||
Версия 23:38, 4 декабря 2022
Week 1. Sigma algebras, conditional expected value
Week 2. Conditional variance, geometric viewpoint, martingales, stopping times
Week 3. Doob's theorem, ABRACADABRA, Wiener process
Week 4. Stochastic integral.
Week 5.
Week 6.
